Minnesota Jones's first line was slightly inspired by Fox Mulder of The X-Files, who basically asks this of the sceptical Dana Scully at least 3 or 4 times a season.

I'm currently two and a bit seasons into another rewatch of The X-Files. It really is amazing how often Mulder sees the evidence of supernatural or alien phenomena with his own eyes, while for some bizarre reason Scully is always elsewhere and arrives at the scene just as the phenomenon in question ends.

It's possible that Scully is actually some sort of weirdness damper. (There should be a trope for this: It's a person whose presence suppresses any evidence of the supernatural in their vicinity, such that they never see it. Such a person tends to be sceptical of any and all claims of supernatural phenomena, despite the fact that everyone else can see them. The closest trope I could find is Weirdness Censor, which is not quite the same thing. And Weirdness Magnet, which is the exact opposite, and very much describes Fox Mulder.)

EDIT: A reader pointed out Supernatural-Proof Father, which is close, yet at the same time also exactly the opposite. That trope is about the father not believing in all the supernatural stuff that the rest of his family experiences, whereas here it's Monty, the son not believing. It seems to me that that trope is overly specific, and in need of a more generalised version that applies to people who aren't fathers.